Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Determining Optimal Trading Ru...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
73
Theory
73
Option pricing theory
58
Optionspreistheorie
58
Portfolio selection
43
Portfolio-Management
43
Volatility
33
Volatilität
33
Stochastic process
30
Stochastischer Prozess
30
Option trading
27
Optionsgeschäft
27
Artificial intelligence
25
Derivat
25
Derivative
25
Künstliche Intelligenz
25
Finanzmathematik
21
Forecasting model
21
Mathematical finance
21
Prognoseverfahren
21
Financial market
19
Finanzmarkt
19
Financial economics
17
Hedging
17
Kapitalmarkttheorie
17
Neural networks
17
Neuronale Netze
17
Swap
10
Black-Scholes model
9
Black-Scholes-Modell
9
CAPM
9
Risiko
9
Risk
9
Mathematics
8
Mathematik
8
Mathematical programming
7
Mathematische Optimierung
7
Risikomanagement
7
Risk management
7
USA
7
more ...
less ...
Online availability
All
Free
5,873
Undetermined
23
CC license
1
Type of publication
All
Book / Working Paper
5,881
Article
84
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Nachruf
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatzsammlung
1
Festschrift
1
Systematic review
1
Working Paper
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
4,008
English
1,945
French
12
Author
All
Carr, Peter
127
Lopez de Prado, Marcos
111
Zhou, Wei-Xing
80
Sornette, D.
79
Bayraktar, Erhan
70
Bouchaud, Jean-Philippe
58
Lillo, Fabrizio
55
Sornette, Didier
53
Stanley, H. Eugene
52
Farmer, J. Doyne
41
Mantegna, Rosario N.
37
Brigo, Damiano
36
Drozdz, S.
31
Kardaras, Constantinos
31
Marsili, Matteo
31
Cotter, John
30
Wu, Liuren
30
Takayasu, Hideki
29
Shevchenko, Pavel V.
28
Kaizoji, Taisei
27
Kristoufek, Ladislav
27
Scalas, Enrico
27
Jiang, Zhi-Qiang
26
Tasche, Dirk
26
Muhle-Karbe, Johannes
25
Flyvbjerg, Bent
24
Challet, Damien
23
Kwapien, J.
23
Madan, Dilip B.
23
Rudi Sch\"afer
23
Zhang, Yi-Cheng
23
Takayasu, Misako
22
Nutz, Marcel
21
Chakraborti, Anirban
20
Dokuchaev, Nikolai
20
Garlaschelli, Diego
20
Kitov, Ivan O.
20
Lorig, Matthew
20
Martinho, Vitor Joao Pereira Domingues
20
Masoliver, Jaume
20
more ...
less ...
Institution
All
arXiv.org
5,733
Capital Fund Management
1
Malawi Investment Promotion Agency
1
Published in...
All
Papers / arXiv.org
5,733
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of derivatives : JOD
6
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
NYU Tandon Research Paper
4
The journal of computational finance
4
The review of financial studies
4
Finance research letters
3
International journal of theoretical and applied finance
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Frontiers of mathematical finance : FMF
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
NYU Working Paper
2
Review of derivatives research
2
Robert H. Smith School Research Paper
2
The journal of fixed income
2
Annual review of financial economics
1
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper series
1
Doctoral Dissertation, Complutense University, Madrid, 2011
1
EFA 2004 Maastricht Meetings Paper
1
EFA 2005 Moscow Meetings Paper
1
FDIC Center for Financial Research Working Paper
1
Finance
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
RePEc
5,733
ECONIS (ZBW)
232
Showing
1
-
10
of
5,965
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
2
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
3
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
4
Roadmap - a guide to the investment process in Malawi : a guide to the investment process in Malawi
Carr, Peter
-
1995
Persistent link: https://www.econbiz.de/10000947062
Saved in:
5
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter
- In:
Finance
,
(pp. 225-249)
.
1995
Persistent link: https://www.econbiz.de/10001318017
Saved in:
6
Static hedging of exotic options
Carr, Peter
- In:
The journal of finance : the journal of the American …
53
(
1998
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
Saved in:
7
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
8
Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
Saved in:
9
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
Saved in:
10
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
